Abstract: The Conditional Expectation Function (CEF) is an optimal estimator in real space. Artificial Neural Networks (ANN), as the current state-of-the-art method, lack interpretability. Estimating ...

First, thanks for this great package! I'd like to mention a recent paper which describes a conceptual critique of an aspect of the SHAP package, and to get your opinion on the matter. In Feature ...

This Journal article has been replaced by On the asymptotic theory for least squares series: pointwise and uniform results Finally and most importantly, from a point of view of practice, we derive ...

A double forecasting model based on conditional expectation was proposed through probability distribution of demand of automobile loan. The demand of automobile loan is the sum of all compound ...

Abstract: A learning machine-or a model-is usually trained by minimizing a given criterion (the expectation of the cost function), measuring the discrepancy between the model output and the desired ...

Quantile regression (QR) fits a linear model for conditional quantiles just as ordinary least squares (OLS) fits a linear model for conditional means. An attractive ...

This is a preview. Log in through your library . Abstract In this paper it will be shown that any conditional moment test of functional form of nonlinear regression models can be converted into a ...